Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 243'048 CHF | 244'008 CHF | 99.40% | 99.40% |
19.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 240'752 CHF | 241'712 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 244'830 CHF | 245'790 CHF | 99.85% | 99.85% |
15.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 242'793 CHF | 243'753 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 96'000 | 96'000 | 96'025 | 96'025 | 238'867 CHF | 239'827 CHF | 98.56% | 98.56% |
13.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 100'000 | 100'000 | 98'869 | 98'869 | 243'236 CHF | 244'224 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 100'000 | 100'000 | 96'514 | 96'514 | 240'422 CHF | 241'387 CHF | 99.88% | 99.88% |
11.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 242'821 CHF | 243'781 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 241'123 CHF | 242'083 CHF | 99.04% | 99.04% |
07.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 96'000 | 96'000 | 95'999 | 95'999 | 244'468 CHF | 245'428 CHF | 100.00% | 100.00% |